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GCM

Graham Capital Management Portfolio holdings

AUM $4.14B
1-Year Est. Return 17.82%
This Fund
S&P 500
This Quarter Est. Return
+2.59%
1 Year Est. Return
+17.82%
3 Year Est. Return
+41.13%
5 Year Est. Return
+43.39%
10 Year Est. Return
+148.36%
AUM
$1.85B
AUM Growth
+$221M
Cap. Flow
+$241M
Cap. Flow %
13.04%
Top 10 Hldgs %
60.67%
Holding
162
New
58
Increased
28
Reduced
18
Closed
43

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$88.8M
2
NFX
Newfield Exploration
NFX
+$39.6M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$34.4M
4
SU icon
Suncor Energy
SU
+$19.5M
5
EWW icon
iShares MSCI Mexico ETF
EWW
+$16.9M

Top Sells

Rank Stock Value
1
IYR icon
iShares US Real Estate ETF
IYR
+$60.9M
2
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$50.8M
3
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
+$31.5M
4
TTE icon
TotalEnergies
TTE
+$25.3M
5
FCX icon
Freeport-McMoran
FCX
+$20.9M

Sector Composition

Rank Sector Weight
1 Energy 19.03%
2 Materials 2.7%
3 Financials 2.03%
4 Communication Services 1.09%
5 Real Estate 1.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AAPL icon
26
Apple
AAPL
$4.54T
$12.5M 0.67%
621,600
+425,600
+217% +$8.04M
CIE
27
PUT
DELISTED
Cobalt International Energy, Inc
CIE
$11.5M 0.62%
+46,667
New +$14.6M
EEM icon
28
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$11.3M 0.61%
270,015
+243,430
+916% +$10.2M
SM icon
29
SM Energy
SM
$7.8B
$11.1M 0.6%
133,200
+65,200
+96% +$5.56M
KRE icon
30
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$9.89M 0.53%
+243,551
New +$9.33M
C icon
31
Citigroup
C
$222B
$9.74M 0.53%
+186,851
New +$9.46M
CAM
32
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$9.7M 0.52%
162,867
+91,767
+129% +$5.29M
WLT
33
PUT
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
$9.36M 0.51%
562,500
– –
LINE
34
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$9.24M 0.5%
300,000
+75,000
+33% +$2.18M
HAL icon
35
Halliburton
HAL
$26.9B
$9.14M 0.49%
+180,200
New +$9.31M
SUNE
36
PUT
DELISTED
SUNEDISON, INC COM
SUNE
$9.13M 0.49%
+700,000
New +$7.89M
HES
37
DELISTED
Hess
HES
$8.72M 0.47%
105,100
+3,000
+3% +$244K
XLY icon
38
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$8.62M 0.47%
257,864
-1,852
-0.7% -$58.9K
EXXI
39
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$8.53M 0.46%
315,246
+41,056
+15% +$1.18M
CVX icon
40
Chevron
CVX
$392B
$8.4M 0.45%
+67,240
New +$8.13M
CTRA
41
DELISTED
Coterra Energy
CTRA
$7.9M 0.43%
+203,900
New +$7.28M
EOG icon
42
EOG Resources
EOG
$79.2B
$7.57M 0.41%
90,198
-99,126
-52% -$8.49M
RDC
43
DELISTED
Rowan Companies Plc
RDC
$6.93M 0.37%
195,900
– –
WW
44
PUT
DELISTED
WW International
WW
$6.59M 0.36%
+200,000
New +$6.98M
BBG
45
DELISTED
Bill Barrett Corp
BBG
$6.29M 0.34%
235,000
+42,256
+22% +$1.15M
SDRL
46
DELISTED
Seadrill Limited Common Stock
SDRL
$5.63M 0.3%
+512
New +$6.04M
RSX
47
DELISTED
VanEck Russia ETF
RSX
$5.49M 0.3%
190,000
– –
EWY icon
48
iShares MSCI South Korea ETF
EWY
$21.9B
$5.27M 0.28%
81,500
-29,464
-27% -$1.87M
MPC icon
49
Marathon Petroleum
MPC
$92.4B
$5.25M 0.28%
114,572
-521,736
-82% -$20.1M
FCX icon
50
Freeport-McMoran
FCX
$90B
$4.99M 0.27%
132,130
-588,613
-82% -$20.9M
1
2
3 4 5

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Graham Capital Management's Q4 2013 Portfolio in Review

As of Q4 2013, Graham Capital Management held 162 positions worth $1.85B, up 14% from $1.63B the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Graham Capital Management deployed $241M of net new capital in Q4 2013, opening 58 new positions and adding to 28 existing holdings. Its largest new stake was Alphabet (Google) Class C: 582,174 shares worth $16.3M.

By sector, the portfolio is most concentrated in Energy at 19% of assets, down from 23% a quarter earlier, followed by Materials and Financials.

On the sell side, the largest reduction was State Street Energy Select Sector SPDR ETF, an estimated $50.8M trimmed.

  • Graham Capital Management's largest Q4 2013 buy was Alphabet (Google) Class C: 582,174 shares worth $16.3M.
  • Graham Capital Management added most to State Street SPDR S&P 500 ETF Trust in Q4 2013, an estimated $88.8M increase.
  • Graham Capital Management's biggest Q4 2013 reduction was State Street Energy Select Sector SPDR ETF, cutting an estimated $50.8M.
  • Graham Capital Management fully exited iShares US Real Estate ETF in Q4 2013, selling an estimated $60.9M.
  • Graham Capital Management's ten largest holdings make up 61% of its $1.85B portfolio in Q4 2013.
  • Graham Capital Management opened 58 new positions and closed 43 in Q4 2013.
  • Graham Capital Management's portfolio value rose 14% quarter-over-quarter to $1.85B.

Based on Graham Capital Management's 13F filing for Q4 2013, filed 13 Feb 2014.